-7.4%
ABT vs MS
+123.3%
-130.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | +5.1% | -6.4% | -2.2% |
| 30D | +6.0% | +5.7% | +0.4% | +4.8% |
| 3M | -1.9% | -12.2% | +10.3% | +0.5% |
| 6M | +31.2% | -0.5% | +31.7% | +30.0% |
| YTD | -11.2% | +9.8% | -21.1% | -14.3% |
| 1Y | -14.0% | +17.7% | -31.7% | -18.4% |
| 3Y | +20.7% | +176.8% | -156.2% | -14.1% |
| All | -7.4% | +123.3% | -130.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling